Model for correlations in stock markets

Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics

Volumn 61, Issue 5, 2000, Pages 5981-5982

  Noh, Jae Dong ^a  

^a Seoul National University   (South Korea)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCE;

EMPIRICAL CORRELATION MATRIXES; EMPIRICAL CORRELATIONS; GROUP MODELING; SPECTRAL PROPERTIES; STOCK MARKET; STOCK PRICE FLUCTUATION;

COMMERCE;

EID: 0000917933     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: 10.1103/PhysRevE.61.5981     Document Type: Article

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